The yearly archive doesnt work in 0.4.0.
For me it helped to fix the BlogTree.php like this:

in function BlogEntries($limit = null):

    return $this->Entries("$start,$limit", $this->SelectedTag(), ($date) ? $date : '', null, $filter);
// return $this->Entries("$start,$limit", $this->SelectedTag(), ($date) ? $date->Format('Y-m') : '', null, $filter);

replace function SelectedDate() with:

function SelectedDate() {
		if($this->request->latestParam('Action') == 'date') {
			
            $year = $this->request->latestParam('ID');
			$month = $this->request->latestParam('OtherID');
            
            if(is_numeric($year) && ($month===null)) {
                return $year;
            } 
            	                    
            if(is_numeric($year) && is_numeric($month) && $month < 13) {
            	return $year .'-'. $month;
			}
		}
			
		return false;
	}

You should submit bugs (and patches) to open.silverstripe.org if you haven't done so yet. Then the maintainers can get the fix into the release and help everyone else who runs into this issue.